RiskPortfolios: Computation of Risk-Based Portfolios

RiskPortfolios is a collection of functions designed to test compute risk-based portfolios.

Getting started

Package details

AuthorDavid Ardia, Kris Boudt and Jean-Philippe Gagnon-Fleury
MaintainerDavid Ardia <david.ardia@fsa.ulaval.ca>
LicenseGPL (>=2)
Version2.00.04
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("RiskPortfolios", repos="http://R-Forge.R-project.org")

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RiskPortfolios documentation built on May 2, 2019, 5:20 p.m.